0001752724-24-076002.txt : 20240401
0001752724-24-076002.hdr.sgml : 20240401
20240401122646
ACCESSION NUMBER: 0001752724-24-076002
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240131
FILED AS OF DATE: 20240401
DATE AS OF CHANGE: 20240401
PERIOD START: 20240131
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VANGUARD FIXED INCOME SECURITIES FUNDS
CENTRAL INDEX KEY: 0000106444
ORGANIZATION NAME:
IRS NUMBER: 231899003
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0131
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02368
FILM NUMBER: 24807335
BUSINESS ADDRESS:
STREET 1: PO BOX 2600
STREET 2: V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
BUSINESS PHONE: 6106691000
MAIL ADDRESS:
STREET 1: PO BOX 2600
STREET 2: V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
FORMER COMPANY:
FORMER CONFORMED NAME: VANGUARD FIXED INCOME SECURITIES FUND INC
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: WESTMINSTER BOND FUND INC
DATE OF NAME CHANGE: 19800619
0000106444
S000002589
Vanguard Long-Term Treasury Fund
C000007103
Investor Shares
VUSTX
C000007104
Admiral Shares
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NPORT-P
1
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VANGUARD FIXED INCOME SECURITIES FUNDS
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100 Vanguard Boulevard
Malvern
19355
610-669-1000
VANGUARD LONG-TERM TREASURY FUND
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2024-01-31
2024-01-31
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2
2041-05-15
Fixed
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254900HROIFWPRGM1V77
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PA
USD
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DBT
UST
US
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2
2041-02-15
Fixed
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US TREASURY N/B
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PA
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DBT
UST
US
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2
2040-08-15
Fixed
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N
N
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PA
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DBT
UST
US
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2
2048-11-15
Fixed
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US
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Fixed
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DBT
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2040-05-15
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2
2045-05-15
Fixed
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2043-08-15
Fixed
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Federal National Mortgage Association
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DBT
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2
2030-11-15
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USD
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DBT
UST
US
N
2
2053-02-15
Fixed
3.62500000
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N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
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PA
USD
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0.966100495345
Long
DBT
UST
US
N
2
2042-02-15
Fixed
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N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810RY6
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PA
USD
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0.631349516891
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DBT
UST
US
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2
2047-08-15
Fixed
2.75000000
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N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
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USD
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Long
DBT
UST
US
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2
2050-11-15
Fixed
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N
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N
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USD
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0.718334894977
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US
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2
2048-08-15
Fixed
3.00000000
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N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
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PA
USD
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1.924590423491
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DBT
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US
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2
2051-05-15
Fixed
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PA
USD
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US
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2
2042-05-15
Fixed
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N
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United States Treasury Note/Bond
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PA
USD
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1.241576148079
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2
2053-08-15
Fixed
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United States Treasury Note/Bond
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US TREASURY N/B
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3000000.00000000
PA
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2
2038-05-15
Fixed
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FRE PRIN STRIP
3134A4AB0
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US
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2
2031-03-15
None
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UST
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2
2042-11-15
Fixed
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254900HROIFWPRGM1V77
US TREASURY N/B
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PA
USD
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2
2041-08-15
Fixed
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PA
USD
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DBT
UST
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2
2045-08-15
Fixed
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United States Treasury Note/Bond
254900HROIFWPRGM1V77
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PA
USD
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UST
US
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2
2044-08-15
Fixed
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N
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N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
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USD
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2
2047-05-15
Fixed
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912810TD0
113000000.00000000
PA
USD
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2.485803494989
Long
DBT
UST
US
N
2
2052-02-15
Fixed
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N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810RG5
29500000.00000000
PA
USD
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0.841364258626
Long
DBT
UST
US
N
2
2044-05-15
Fixed
3.37500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SC3
13000000.00000000
PA
USD
10590937.50000000
0.347572524078
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.12500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SJ8
84800000.00000000
PA
USD
57584500.00000000
1.889803429845
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810RS9
810000.00000000
PA
USD
594717.23000000
0.019517381605
Long
DBT
UST
US
N
2
2046-05-15
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SK5
70400000.00000000
PA
USD
49082000.00000000
1.610769077506
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.37500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SH2
11761300.00000000
PA
USD
9116844.62000000
0.299195864030
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.87500000
N
N
N
N
N
N
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US TREASURY N/B
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PA
USD
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0.851981880832
Long
DBT
UST
US
N
2
2045-11-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
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USD
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1.961732102793
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.37500000
N
N
N
N
N
N
United States Treasury Note/Bond
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US TREASURY N/B
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PA
USD
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1.776588789821
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UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
N/A
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N/A
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USD
-1281619.18000000
-0.04206007384
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DIR
N/A
N
1
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FOR8UP27PHTHYVLBNG30
Short
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CBOT 10 Year US Treasury Note
2024-03-19
-60161865.20000000
USD
-1281619.18000000
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N
N
N/A
N/A
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N/A
-321.00000000
NC
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93657.96000000
0.003073659301
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
US LONG BOND(CBT) Mar24
2024-03-19
-39366001.71000000
USD
93657.96000000
N
N
N
United States Treasury Note/Bond
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US TREASURY N/B
912810RT7
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PA
USD
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1.042403750888
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
N/A
N/A
US ULTRA BOND CBT Mar24
N/A
1318.00000000
NC
USD
3246019.22000000
0.106527594323
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Ultra U.S. Treasury Bond Futures
2024-03-19
167064293.28000000
USD
3246019.22000000
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810QA9
3000000.00000000
PA
USD
2800781.40000000
0.091915815817
Long
DBT
UST
US
N
2
2039-02-15
Fixed
3.50000000
N
N
N
N
N
N
Resolution Funding Corp Principal Strip
N/A
RFC PRIN STRIP
76116FAB3
20000000.00000000
PA
USD
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0.508536620233
Long
DBT
USGSE
US
N
2
2030-01-15
None
0.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TA6
108390200.00000000
PA
USD
74315030.88000000
2.438864629302
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TJ7
89500000.00000000
PA
USD
70928750.00000000
2.327733939248
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TS7
18500000.00000000
PA
USD
17384218.75000000
0.570513874722
Long
DBT
UST
US
N
2
2043-05-15
Fixed
3.87500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810QD3
18600000.00000000
PA
USD
19094062.50000000
0.626627387616
Long
DBT
UST
US
N
2
2039-11-15
Fixed
4.37500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SR0
54650000.00000000
PA
USD
34642973.83000000
1.136910292942
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TR9
74800000.00000000
PA
USD
67168066.24000000
2.204316125978
Long
DBT
UST
US
N
2
2053-05-15
Fixed
3.62500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810QL5
31000000.00000000
PA
USD
31130782.80000000
1.021647493843
Long
DBT
UST
US
N
2
2040-11-15
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TQ1
51000000.00000000
PA
USD
48003750.00000000
1.575383156846
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.87500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810RD2
36556600.00000000
PA
USD
33689191.69000000
1.105609148372
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SN9
85500000.00000000
PA
USD
44473355.10000000
1.459522944624
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
55189259.70000000
NS
USD
55183740.77000000
1.811015509014
Long
STIV
CORP
US
N
1
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810ST6
81900000.00000000
PA
USD
53452542.78000000
1.754201194411
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.37500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TG3
89000000.00000000
PA
USD
68696875.00000000
2.254488447319
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810RU4
19968700.00000000
PA
USD
15672310.39000000
0.514332605625
Long
DBT
UST
US
N
2
2046-11-15
Fixed
2.87500000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
FHMS K-1515 A2
3137FTZL4
7595000.00000000
PA
USD
5896366.86000000
0.193506487260
Long
ABS-MBS
USGSE
US
N
2
2035-02-25
Fixed
1.94000000
N
N
N
N
N
N
N/A
N/A
US 5YR NOTE (CBT) Mar24
N/A
-43.00000000
NC
USD
-9006.35000000
-0.00029556966
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
CBOT 5 Year US Treasury Note
2024-03-28
-4651790.53000000
USD
-9006.35000000
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810QQ4
8362700.00000000
PA
USD
8495980.53000000
0.278820396903
Long
DBT
UST
US
N
2
2041-05-15
Fixed
4.37500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810QE1
7000000.00000000
PA
USD
7385000.00000000
0.242360328376
Long
DBT
UST
US
N
2
2040-02-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2020-57 LJ
3136BBCM2
42860000.00000000
PA
USD
30823060.45000000
1.011548686829
Long
ABS-MBS
USGSE
US
N
2
2050-08-25
Fixed
2.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC
3128X75U4
14465000.00000000
PA
USD
7363335.93000000
0.241649358692
Long
DBT
USGSE
US
N
2
2038-11-15
None
0.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TC2
113200000.00000000
PA
USD
80725750.00000000
2.649251087129
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810QT8
21900000.00000000
PA
USD
18731343.75000000
0.614723713227
Long
DBT
UST
US
N
2
2041-11-15
Fixed
3.12500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810RB6
60446300.00000000
PA
USD
48904834.59000000
1.604954877513
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.87500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SU3
136600000.00000000
PA
USD
83752875.00000000
2.748595028773
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TF5
43500000.00000000
PA
USD
32883281.25000000
1.079160845206
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TL2
49800000.00000000
PA
USD
47808000.00000000
1.568959049293
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810RK6
56900000.00000000
PA
USD
42354937.50000000
1.390000888405
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TV0
45000000.00000000
PA
USD
49106250.00000000
1.611564912030
Long
DBT
UST
US
N
2
2053-11-15
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TU2
10000000.00000000
PA
USD
10067188.00000000
0.330384155654
Long
DBT
UST
US
N
2
2043-08-15
Fixed
4.37500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810QW1
18800000.00000000
PA
USD
15680375.00000000
0.514597269339
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
91282CJY8
33462815.00000000
PA
USD
33640586.20000000
1.104014017361
Long
SN
UST
US
N
2
2034-01-15
Fixed
1.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810QX9
17000000.00000000
PA
USD
13592030.40000000
0.446062146384
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810QZ4
55110600.00000000
PA
USD
46473732.90000000
1.525171180302
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.12500000
N
N
N
N
N
N
Federal Farm Credit Banks Funding Corp
254900C5LP6DN9OP9V83
FED FARM CREDIT
3133ENYW4
25000000.00000000
PA
USD
23380750.00000000
0.767307548773
Long
DBT
USGSE
US
N
2
2037-06-15
Fixed
3.82000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SL3
72500000.00000000
PA
USD
46241406.25000000
1.517546703229
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae Principal Strip
N/A
FNMA PRIN STP
31358DCT9
36000000.00000000
PA
USD
18557172.00000000
0.609007758925
Long
DBT
USGSE
US
N
2
2038-08-06
None
0.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810QB7
7700000.00000000
PA
USD
7820312.50000000
0.256646378538
Long
DBT
UST
US
N
2
2039-05-15
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810RQ3
29295000.00000000
PA
USD
21559289.06000000
0.707530992031
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SW9
105800400.00000000
PA
USD
74853783.00000000
2.456545352487
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.87500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SQ2
93800000.00000000
PA
USD
58874151.56000000
1.932127109679
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810RJ9
64651000.00000000
PA
USD
52710768.44000000
1.729857704550
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.00000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
GNR 2021-16 AC
38382NAE7
12705736.42000000
PA
USD
9512340.16000000
0.312175204442
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
1.10000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810QC5
6000000.00000000
PA
USD
6259687.20000000
0.205429904580
Long
DBT
UST
US
N
2
2039-08-15
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TM0
32900000.00000000
PA
USD
31548013.98000000
1.035340152718
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
US 10yr Ultra Fut Mar24
N/A
290.00000000
NC
USD
65651.84000000
0.002154556736
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Ultra 10-Year US Treasury Note Futures
2024-03-19
33828098.16000000
USD
65651.84000000
N
N
N
N/A
N/A
US 2YR NOTE (CBT) Mar24
N/A
-831.00000000
NC
USD
5718.82000000
0.000187679768
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
CBOT 2 Year US Treasury Note Future
2024-03-28
-170906062.57000000
USD
5718.82000000
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SP4
117797500.00000000
PA
USD
63316156.25000000
2.077904457725
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SF6
22919900.00000000
PA
USD
18203415.47000000
0.597398205942
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC
3134A3ZU3
20000000.00000000
PA
USD
15659100.00000000
0.513899068122
Long
DBT
USGSE
US
N
2
2029-12-14
None
0.00000000
N
N
N
N
N
N
Federal Farm Credit Banks Funding Corp
254900C5LP6DN9OP9V83
FED FARM CREDIT
3133ENK66
25000000.00000000
PA
USD
23790950.00000000
0.780769458956
Long
DBT
USGSE
US
N
2
2037-09-08
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SZ2
121000000.00000000
PA
USD
76381250.00000000
2.506673640057
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810RE0
26000000.00000000
PA
USD
23501561.20000000
0.771272320893
Long
DBT
UST
US
N
2
2044-02-15
Fixed
3.62500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810RZ3
22689800.00000000
PA
USD
17272610.25000000
0.566851116061
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
2024-04-01
VANGUARD FIXED INCOME SECURITIES FUNDS
Ashley Grim
Ashley Grim
Treasurer